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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+4.68%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$51.6B
AUM Growth
+$3.1B
Cap. Flow
+$1.86B
Cap. Flow %
3.61%
Top 10 Hldgs %
53.05%
Holding
5,102
New
418
Increased
646
Reduced
918
Closed
1,761

Top Buys

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$141M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$107M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$69.3M
4
INTC icon
Intel
INTC
+$68.2M
5
ILG
ILG, Inc Common Stock
ILG
+$65.9M

Top Sells

Rank Stock Value
1
CAT icon
Caterpillar
CAT
+$63.3M
2
MDLZ icon
Mondelez International
MDLZ
+$53.1M
3
EBIX
Ebix Inc
EBIX
+$48.1M
4
ACIW icon
ACI Worldwide
ACIW
+$36.4M
5
CRM icon
Salesforce
CRM
+$24.9M

Sector Composition

Rank Sector Weight
1 Technology 0.85%
2 Consumer Discretionary 0.73%
3 Financials 0.61%
4 Consumer Staples 0.43%
5 Communication Services 0.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RIC
1926
CALL
DELISTED
Richmont Mines Inc.
RIC
$20K ﹤0.01%
+2,500
New +$18.7K
FMSA
1927
CALL
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
$20K ﹤0.01%
5,000
+3,700
+285% +$19.2K
EQR icon
1928
Equity Residential
EQR
$25.4B
$19K ﹤0.01%
296
-2,124
-88% -$139K
FBP icon
1929
First Bancorp
FBP
$4.43B
$19K ﹤0.01%
3,303
+352
+12% +$1.97K
MBI icon
1930
CALL
MBIA
MBI
$267M
$19K ﹤0.01%
2,000
-3,000
-60% -$25.5K
TXT icon
1931
PUT
Textron
TXT
$14.8B
$19K ﹤0.01%
400
-27,500
-99% -$1.29M
VRSN icon
1932
PUT
VeriSign
VRSN
$27B
$19K ﹤0.01%
200
-1,900
-90% -$172K
TTPH
1933
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$19K ﹤0.01%
130
– –
CORI
1934
DELISTED
Corium International, Inc.
CORI
$19K ﹤0.01%
2,583
-3,700
-59% -$22K
SHLD
1935
CALL
DELISTED
Sears Holding Corporation
SHLD
$18K ﹤0.01%
2,000
– –
COWN
1936
DELISTED
Cowen Inc. Class A Common Stock
COWN
$18K ﹤0.01%
1,078
+201
+23% +$3K
WOOF
1937
CALL
DELISTED
VCA Inc.
WOOF
$18K ﹤0.01%
200
– –
AL
1938
DELISTED
Air Lease Corp
AL
$17K ﹤0.01%
+454
New +$17K
ERII icon
1939
CALL
Energy Recovery
ERII
$462M
$17K ﹤0.01%
2,000
– –
PWR icon
1940
Quanta Services
PWR
$103B
$17K ﹤0.01%
+509
New +$17K
MLNX
1941
PUT
DELISTED
Mellanox Technologies, Ltd.
MLNX
$17K ﹤0.01%
400
– –
PF
1942
DELISTED
Pinnacle Foods, Inc.
PF
$17K ﹤0.01%
290
-5,016
-95% -$300K
JJC
1943
DELISTED
iPath Bloomberg Copper Subindex Total Return ETN due October 22, 2037
JJC
$17K ﹤0.01%
562
+480
+585% +$14.1K
BOX icon
1944
CALL
Box
BOX
$4.41B
$16K ﹤0.01%
900
– –
CDNS icon
1945
Cadence Design Systems
CDNS
$94.8B
$16K ﹤0.01%
+469
New +$15.6K
CHRS icon
1946
PUT
Coherus Oncology
CHRS
$227M
$16K ﹤0.01%
+1,100
New +$21.2K
RHP icon
1947
Ryman Hospitality Properties
RHP
$8.37B
$16K ﹤0.01%
249
-533
-68% -$34K
RIG icon
1948
CALL
Transocean
RIG
$5.69B
$16K ﹤0.01%
2,000
-41,500
-95% -$424K
DVAX
1949
DELISTED
Dynavax Technologies
DVAX
$15K ﹤0.01%
+1,600
New +$10.4K
MOMO
1950
CALL
Hello Group
MOMO
$879M
$15K ﹤0.01%
400
-11,600
-97% -$445K
76 77
78
79 80

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Parallax Volatility Advisers's Q2 2017 Portfolio in Review

As of Q2 2017, Parallax Volatility Advisers held 5,102 positions worth $51.6B, up 6.4% from $48.5B the previous quarter. Its ten largest holdings account for 53% of the portfolio.

Parallax Volatility Advisers deployed $1.86B of net new capital in Q2 2017, opening 418 new positions and adding to 646 existing holdings. Its largest new stake was Intel: 1,905,541 shares worth $64.3M.

By sector, the portfolio is most concentrated in Technology at 0.85% of assets, up from 0.55% a quarter earlier, followed by Consumer Discretionary and Financials.

On the sell side, the largest reduction was Caterpillar, an estimated $63.3M trimmed.

  • Parallax Volatility Advisers's largest Q2 2017 buy was Intel: 1,905,541 shares worth $64.3M.
  • Parallax Volatility Advisers added most to State Street Financial Select Sector SPDR ETF in Q2 2017, an estimated $141M increase.
  • Parallax Volatility Advisers's biggest Q2 2017 reduction was Caterpillar, cutting an estimated $63.3M.
  • Parallax Volatility Advisers fully exited FMC in Q2 2017, selling an estimated $24.4M.
  • Parallax Volatility Advisers's ten largest holdings make up 53% of its $51.6B portfolio in Q2 2017.
  • Parallax Volatility Advisers opened 418 new positions and closed 1,761 in Q2 2017.
  • Parallax Volatility Advisers's portfolio value rose 6.4% quarter-over-quarter to $51.6B.

Based on Parallax Volatility Advisers's 13F filing for Q2 2017, filed 14 Aug 2017.